Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-20 0.347868 0.380367 0.415949 0.458057 0.506864 0.562076 0.629861
2025-07-27 0.307188 0.348797 0.397086 0.458054 0.534141 0.627606 0.753815
2025-08-03 0.281027 0.328185 0.385384 0.461380 0.562147 0.695026 0.890714
2025-08-10 0.253648 0.302101 0.362743 0.446371 0.562448 0.724269 0.980235
2025-08-17 0.230776 0.279040 0.340931 0.428833 0.555452 0.740376 1.051688
2025-08-24 0.217756 0.267276 0.332346 0.427585 0.570197 0.789170 1.184452
2025-08-31 0.211666 0.263918 0.334369 0.440887 0.607370 0.878024 1.409114
2025-09-07 0.202443 0.255466 0.328390 0.441490 0.624443 0.936275 1.594100
2025-09-14 0.193449 0.246627 0.321021 0.438990 0.635734 0.985855 1.777140
2025-09-21 0.185365 0.238501 0.313989 0.436145 0.645747 1.034425 1.975143
2025-09-28 0.176128 0.228171 0.302960 0.425857 0.641384 1.054161 2.110511
2025-10-05 0.172563 0.225809 0.303639 0.434501 0.671732 1.149499 2.488228
2025-10-12 0.168309 0.222361 0.302670 0.440748 0.699431 1.247869 2.942935
2025-10-19 0.162436 0.216172 0.297017 0.438440 0.710355 1.311356 3.331386
2025-10-26 0.157993 0.211894 0.294075 0.440545 0.730288 1.401409 3.893435
2025-11-02 0.150435 0.202506 0.282408 0.426111 0.714373 1.397909 4.072021
2025-11-09 0.142958 0.192956 0.270032 0.409565 0.692333 1.374576 4.151638
2025-11-16 0.139044 0.188757 0.266168 0.408326 0.702949 1.441920 4.740566
2025-11-23 0.138008 0.188970 0.269526 0.420702 0.745040 1.610201 6.131269
2025-11-30 0.134839 0.185664 0.266797 0.421250 0.760395 1.704416 7.257088
2025-12-07 0.131350 0.181706 0.262751 0.418912 0.768676 1.779219 8.419327
2025-12-14 0.128010 0.177856 0.258700 0.416256 0.775876 1.853266 9.797309
2025-12-21 0.123689 0.172274 0.251417 0.406656 0.764849 1.860897 10.537107